+606.9%
GEV vs CAKE
+205.3%
+401.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.4% | -0.5% | -2.2% |
| 7D | -1.9% | -5.6% | +3.7% | -0.3% |
| 30D | -8.7% | -10.5% | +1.8% | -6.0% |
| 3M | +6.6% | +43.6% | -37.0% | -6.1% |
| 6M | +10.2% | +63.0% | -52.8% | -7.7% |
| YTD | +41.6% | +102.9% | -61.3% | +8.3% |
| 1Y | +43.9% | +75.6% | -31.7% | +16.3% |
| All | +606.9% | +205.3% | +401.6% | +355.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CAKE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling